{"slug":"most-volatile-us-stocks-in-euros","qid":"iv_vs_rv","label":"iv_vs_rv","post_title":"most-volatile-us-stocks-in-euros","post_url":"/blog/lang/de/most-volatile-us-stocks-in-euros#q-iv_vs_rv","columns":["ticker","rv_30d_pct","iv_30d_pct","spread_pp"],"rows":[{"ticker":"APH","rv_30d_pct":210,"iv_30d_pct":42,"spread_pp":-168},{"ticker":"CRDO","rv_30d_pct":99,"iv_30d_pct":73,"spread_pp":-26},{"ticker":"MSTR","rv_30d_pct":94,"iv_30d_pct":68,"spread_pp":-26},{"ticker":"CRCL","rv_30d_pct":90,"iv_30d_pct":73,"spread_pp":-17},{"ticker":"EIX","rv_30d_pct":87,"iv_30d_pct":40,"spread_pp":-47},{"ticker":"BE","rv_30d_pct":82,"iv_30d_pct":80,"spread_pp":-2},{"ticker":"CRWD","rv_30d_pct":82,"iv_30d_pct":53,"spread_pp":-29},{"ticker":"COHR","rv_30d_pct":81,"iv_30d_pct":73,"spread_pp":-8},{"ticker":"PCG","rv_30d_pct":78,"iv_30d_pct":44,"spread_pp":-34},{"ticker":"COIN","rv_30d_pct":78,"iv_30d_pct":65,"spread_pp":-13}],"shape":"ranking","sql":"WITH\nuniverse AS (\n    SELECT ticker\n    FROM global_markets.stocks_ratios\n    WHERE date >= today() - 150\n      AND ticker NOT IN ('SPCX')\n    GROUP BY ticker\n    HAVING argMax(market_cap, date) > 20000000000\n       AND argMax(average_volume, date) > 5000000\n       AND argMax(price, date) > 10\n),\nseries AS (\n    SELECT\n        ticker,\n        arrayMap(t -> t.2, arraySort(t -> t.1, groupArray((date, toFloat64(close))))) AS px\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN (SELECT ticker FROM universe)\n      AND date >= today() - 120\n      AND date <  today()\n      AND close > 0\n    GROUP BY ticker\n),\nrealized AS (\n    SELECT\n        ticker,\n        toUInt32(round(arrayReduce('stddevSamp', arraySlice(r, -30)) * sqrt(252) * 100)) AS rv_30d_pct\n    FROM\n    (\n        SELECT\n            ticker,\n            arrayMap((x, y) -> log(x / y),\n                     arraySlice(px, 2),\n                     arraySlice(px, 1, length(px) - 1)) AS r\n        FROM series\n    )\n    WHERE length(r) >= 30\n    ORDER BY rv_30d_pct DESC\n    LIMIT 10\n),\nimplied AS (\n    SELECT\n        underlying_symbol                                      AS ticker,\n        toUInt32(round(avg(implied_volatility) * 100))         AS iv_30d_pct,\n        count()                                                AS contract_days\n    FROM global_markets.options_greeks\n    WHERE date >= today() - 30\n      AND iv_converged = 1\n      AND volume > 0\n      AND days_to_expiry BETWEEN 20 AND 45\n      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05\n      AND underlying_symbol IN (SELECT ticker FROM realized)\n    GROUP BY underlying_symbol\n    HAVING contract_days >= 20\n)\nSELECT\n    r.ticker                                      AS ticker,\n    r.rv_30d_pct                                  AS rv_30d_pct,\n    i.iv_30d_pct                                  AS iv_30d_pct,\n    toInt32(i.iv_30d_pct) - toInt32(r.rv_30d_pct) AS spread_pp\nFROM realized AS r\nINNER JOIN implied AS i ON i.ticker = r.ticker\nORDER BY r.rv_30d_pct DESC","computed_at":"2026-10-09T15:48:45.731054+00:00","elapsed":0.983036769}